Multivariable calculus
Second partials of the Gaussian e^(-x^2-y^2)
For f(x,y) = e^(-x^2-y^2) the second partials are f_xx = (4x^2 - 2) e^(-x^2-y^2), f_yy = (4y^2 - 2) e^(-x^2-y^2), and f_xy = f_yx = 4xy e^(-x^2-y^2). At the origin the Hessian is -2 times the identity, so the bump has a local maximum of 1 there.
Second and mixed partials
Chain rule out, then product rule back in
The exponent is . Holding fixed, , so the first partials are the original bump scaled by the inner derivative.
Now is a genuine product of two things that both depend on , so differentiating it in needs the product rule: the gives , and the exponential gives back times itself.
The mixed partial is easier, because differentiating in leaves the alone as a constant and only touches the exponential.
The mistake: skipping the product rule on the pure second partials
Writing is the usual error. It comes from applying the chain rule twice and never noticing that is a function of as well. The missing is not a detail: it is the entire reason the surface curves downward near the origin, where is small.
Test any candidate at . The Gaussian has a peak there, so must be negative. The correct expression gives ; the version without the product rule gives and would call the peak degenerate.
Note also that the mixed partial genuinely does not need the product rule, since is constant with respect to . Knowing which of the three needs it is the whole skill here.
Reading the bump off the Hessian
Both first partials vanish only at the origin, since the exponential is never zero. There and , so with : a local maximum, of height .
The sign of flips where , that is at . Inside that band the cross section curves downward like the top of a hill, outside it curves upward as the tail flattens toward zero. That flip is what makes the Gaussian look like a bell rather than a paraboloid.
Adding the two pure second partials gives , which vanishes on the unit circle. Inside that ring the average curvature is negative and the surface is dome shaped, outside it the average curvature is positive as the tails level off toward zero. So the single curvature changes sign on a pair of straight lines, while the two curvatures added together change sign on a circle.
The mixed partial is zero along both axes and changes sign between quadrants, which says the surface is untwisted along the axes and twisted in between.
Frequently asked questions
Why does f_xx have a -2 in it?
Because is a product of two dependent factors. The product rule gives from differentiating and from the exponential, which combine to .
Where does the Gaussian stop curving downward?
Along the direction the curvature changes sign at . Closer to the axis than that the cross section is concave down, and beyond it the tail is concave up.